London Stock Exchange
Market Access Workstation
Extranex Connectivity
Guidance Note
1
LONDON STOCK EXCHANGE
1. Overview
Market Access Workstation products are designed to provide fully functional trading
access to the Exchange’s systems with minimal implementation and testing
requirements. The current accredited MAW products are Reuters LXT and Thomson
Financial Global Topic Trader.
The purpose of this guide is to provide MAW customers with the necessary technical
information to assist them in their migration to Extranex.
Further information on Extranex connectivity can be found in the Network Specification
(TIS103) Issue 9, and is available from the technical library on the London Stock
Exchange website at:
http://www.londonstockexchange.com/techlib/sets/network_spec_index.asp
2. Connection Type
MAW Customers will connect to the Exchange via a Service Access Point (SAP)
installed at a customer site. Depending on bandwidth requirements, customers will
connect either over an Extranex 64 or an Extranex 128 - 2000 connection.
Extranex 64
It is expected that most MAW customers will connect over an Extranex 64 connection.
This consists of single 64k circuit terminated at a Cisco 1750 router with a parallel
ISDN line for resilience.
It is the responsibility of the customer to order ISDN for use with the Extranex 64
service - any existing ISDN currently used for X.25 connectivity cannot be used. The
Exchange supports the use of a standard Basic Rate ISDN service such as the ISDN2e
service from BT.
The Extranex 64 service does not stipulate the use of additional ISDN features such as
Caller Line Identification (CLIP) or Multiple Subscriber Numbering (MSN).
Extranex 128 - 2000
Customers may choose to connect via an Extranex 128-2000 option, which consists of
two circuits terminating into two Cisco 2621 routers. The circuits are available in a
range of bandwidths from 128kbps to 2Mbps.
2
LONDON STOCK EXCHANGE
3.
Network Requirements
Any customer network equipment must be connected directly to the router(s) installed
as part of the Extranex connection.
Access to the routers will be via a standard RJ-45 interface port. Extranex 64
customers should connect to Port Fast0 and Extranex 128–2000 customers to Port
Fast0/0.
The Exchange supports the IEEE 802.3u Ethernet and 802.3 Ethernet 10 BaseTX
standards. The speed of the ports will be set to 100Mbps Full Duplex by default.
However, should a customer require it, then the can be configured as either 10 or 100
Mbps and either Full or Half Duplex. The speed of the ports will be dependent on the
type of equipment that a customer connects to the router. Please contact your
Technical Account Manager if you wish to discuss your requirements.
Customers will be responsible for ensuring that adequate facilities exist for the
installation of SAP and associated communications equipment. Customers must
provide a power supply of the correct rating, adequate ventilation and appropriate
environmental conditions for all Exchange provided equipment as specified in Section
2.2 of the Transition to an IP Network guide. Any specific requirements will be
confirmed at site survey.
4. Network Addressing
All customers will be allocated a network address from the Exchanges private
addressing scheme that supports 62 host addresses.
Each of these addresses is associated with a particular Exchange service and
customer network device as described in Table 1.
Table 1 – IP Address Allocation
Description
Subnet address
Customer gateway device
Reserved for future use
Trading
Broadcast address
Subnet IP Address
0
1–3
4–7
16 – 23
63
All customer MAW systems will be allocated an IP Address from the Trading range by
the Exchange. Addresses will be allocated sequentially, starting at the lowest available
address within the given range.
For example, if a customer wishes to connect two separate systems to an Exchange
trading service these will have an IP address within the subnet of 16 and 17. If a third
system is subsequently added then this will be allocated an address of 18.
Where customers have an active / backup MAW server arrangement then both servers
will be allocated a unique IP address.
3
LONDON STOCK EXCHANGE
5. Customer Gateway Devices
Where a customer uses an intermediate gateway device such as a router or firewall,
the Exchange will allocate an address for these devices known as a Customer
Gateway Address.
The Exchange will support the use of two network devices running HSRP or VRRP to
provide a resilient gateway. Customers should use the IP addresses given in
If more than two customer gateway devices are to be connected to the Extranex
Customer Subnet or two or more HSRP/VRRP standby groups are required by the
customer then IP addresses will be allocated by the Exchange from the additional
gateway devices/spare address space. when allocating addresses to gateway devices.
If more than two customer gateway devices are to be connected to the Extranex
Customer Subnet or two or more HSRP/VRRP standby groups are required by the
customer then IP addresses will be allocated by the Exchange from the additional
gateway devices/spare address space.
Device
First gateway (G1)
Second gateway (G2)
Virtual gateway running HSRP/VRRP (G1/G2)
Subnet IP Address
1
2
3
6. Network Routing
Customers will need to configure their systems to route through a default gateway to
communicate with the Exchanges services. For this purpose these routers are referred
to as the Exchange Gateway Devices and the address of these should be used as
shown in the table below.
Extranex 64
Single Router Ethernet port
Subnet IP Address
62
Extranex 128 – 2000
Active / Master Router Ethernet port
Standby / Backup Router Ethernet port
HSRP virtual IP address
62
61
60
Where customers connect MAW systems directly to the Extranex SAP then no routing
is required. The default gateway for directly connected devices should be specified as
as follows:


For SAP’s with a single router the IP address of the router’s Ethernet port (see
above)
For SAP’s with two routers the HSRP virtual IP address
Port Address Translation (PAT) is not supported for any customer system connecting
directly to the Extranex Customer Subnet.
4
LONDON STOCK EXCHANGE
Where customers use gateway devices a static route must be configured between the
gateway device(s) and the Exchange network:


For SAP’s with a single router the IP address of the router’s Ethernet port (see
above)
For SAP’s with two routers the HSRP virtual IP address
The Exchange will also configure a static route between the Exchange Network and the
customer’s gateway device. The Next Hop address will be specified as the IP address
of the device if a single gateway is used (.1), or the virtual IP address of dual resilience
routers running HSRP/VRRP (.3).
Customers must confirm to the Exchange whether a single or resilient gateway solution
is being used prior to the installation of the service.
7. Network Address Translation
Where there is a conflict between the network addresses allocated by the Exchange
and a customers own internal addressing then Network Address Translation (NAT) is
required.
Where customers connect over an Extranex 64 connection then the Exchange can
provide NAT to translate from customers’ own addresses to those allocated by the
Exchange. The customer must provide the Exchange with the following information
prior to the installation of the service to enable NAT to be configured:

The address of the customer's subnet (with subnet mask) to which the
Extranex router will be attached.

The individual IP addresses within the customer's subnet that will be allocated
to MAW systems that will connect to the Exchange services.

The individual IP address within the customer's subnet that will be allocated to
the SAP router.
Customers must present IP packets to the SAP router with the Trading (10.1.11.100) IP
address as the destination address.
8. Migration Approach
The Exchange is responsible for installation of the necessary Extranex connection at
customers premises. It is expected that a customers software provider will manage the
migration of the customers MAW with the support of the Exchange. MAW customers
will be migrated onto the Extranex network from June 2002 onwards and completed by
the end of October 2002.
Once the Extranex SAP has been installed and accepted then the Exchange will make
the necessary enablements to allow the MAW to connect to the Trading services. This
enablement information is contained in a Customer Enablement Information Form
(CEIF) that is issued to customers following SAP installation. The CEIF will also contain
the relevant information to allow customers to configure their own systems. Customers
should confirm that the information contained in the CEIF is correct.
5
LONDON STOCK EXCHANGE
By default, customers will be configured with the same USAP1 as their existing X.25
connection. If customers wish to run X.25 and IP MAW applications in parallel they
should consult their MAW provider and the Exchange. Where necessary the Exchange
can provide new USAPs for IP connections.
All MAW customers are required to carry out a Live Connectivity Test (LCON) before
being enabled for access to live service. The purpose of the LCON is to prove that the
customers MAW installation can successfully connect to the Exchanges Trading
service without causing any issues in live service. It is expected that most LCONs will
be carried out by the MAW provider.
A brief summary of each step in an LCON is given in Table 2.
Table 2 – LCON Process
Test Step
Required
Log-on to Secure Interactive
Interface
Mandatory
Log-on to Interactive Request
Interface
Mandatory
Request Own Order Book
Download
Optional
Enter correctly validated
functional message
Mandatory
Recovery from line failure
following block of primary circuit.
Mandatory
Log-off SII
Mandatory
Log-off IRI
Mandatory
All LCONs for MAW customers will be carried out after trading hours during weekdays,
starting at 17:30. A suitable date for an LCON will be agreed with the customer, the
Exchange and the MAW provider.
USAP – User Service Access Point. All messages sent to the Exchange are identified with the customers own
specific USAP. Most MAW customers will be configured with two USAPs – one for trading messages and one for
Own Orderbook Download.
1
6
LONDON STOCK EXCHANGE
9. Support
MAW customers will be supported during the migration to Extranex by both the
Exchange and their MAW provider.
London Stock Exchange



The Technical Information Desk - Tel: 020 7797 3939, STX 33939
E-mail the Client Technology Group at: ctg@londonstockexchange.com
Directly through your Technical Account Manager
Thomson Financial

Global Topic Trader Help Desk – 0870 1910 564
Reuters

London eXchange Trader Help Desk – 0800 442000 Option 1
10. Further documentation
All technical documentation published for this release can also be found on the London
Stock Exchange website:
http://www.londonstockexchange.com/techlib/sets/default.asp
7
LONDON STOCK EXCHANGE